-63.4%
TTD vs FFIV
+28.7%
-92.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.0% | +2.2% |
| 7D | +21.3% | -0.5% | +21.8% | +21.5% |
| 30D | +28.7% | -32.4% | +61.1% | +42.1% |
| 3M | +7.7% | -25.7% | +33.4% | +13.7% |
| 6M | -23.5% | -13.5% | -10.0% | -24.8% |
| YTD | -58.7% | +21.1% | -79.8% | -64.5% |
| 1Y | -63.4% | +29.4% | -92.8% | -69.5% |
| All | -63.4% | +28.7% | -92.1% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling